-99.8%
AMIX vs MLM
+4.2%
-104.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -3.1% |
| 7D | -13.7% | -2.9% | -10.8% | -11.2% |
| 30D | -62.1% | -6.8% | -55.2% | -59.3% |
| 3M | -46.2% | -11.2% | -34.9% | -41.1% |
| 6M | -46.4% | -21.8% | -24.6% | -38.4% |
| YTD | -60.3% | -17.0% | -43.3% | -55.6% |
| 1Y | -79.7% | -16.4% | -63.3% | -77.4% |
| All | -99.8% | +4.2% | -104.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling